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<sigh> I'm clearly outnumbered in this thread. I'll be posting in the PnL thread from this point forward if anyone cares to watch me fail in the long run. Read: im done in this thread, leaving for a memorial day BBQ now. Going to take a swim to wash the ET hater off of me. :cool:

We've completely diverged from the OP topic, but I get your point. The PnL thread can't be taken seriously for a number of reasons. So then what can aspiring traders look forward to, if not results from an anonymous trade forum? They might be better off getting "20 points Guaranteed" from your...

Austin, that is a rebuttal I can respect. Its the flat out rejection that anyone can make that in a week that I don't respect. As for the PnL blotters, I also agree. I actually look at others blotters as inspiration that it is possible to make a living trading. And thats all I look at them...

Really, I didn't think it was that big of a deal, but I guess it must be a big deal judging from how vocal some are. I'll just keep it in the 2010 PnL journal. BTW, someone asked where the successful traders on ET are; check the 2010 PnL journal. All the winners are updating there. It's...

Noted. Good point. How do you handle when a move goes against you if you don't mind? Do you start with 10 contracts or scale in/out?

I make about 8-20 trades per day @ 1 contract (~1-2 pts per rt). The reason I haven't moved to two contracts yet is because I still suffer from squeezes like everyone else. I'm just able to stomach 1 contract much better. I don't see what is so hard to believe about making $3000 a week from...

I use one es contract and I make $3000-$5000 a week. Using two contracts is essentially doubling your leverage. It makes me nervous, it should make you nervous. I'd work on refining your technique before cranking up the leverage. Unless of course you have a 90%+ win rate :cool:

Hi Increase, Of course. I'll post those as they come, but for me, my performance metric is performance by week, not day. My current goal is $4000/week, so I actually missed my goal this week.

Hi all, just started keeping track of my pnl this week. I'll try to update daily like the regulars here. :) a little catch up from last week... may 21 may 24 may 25 may 26 may 27 may 28

Different names on the accounts, foreign address. Sounds like a legitimate red flag to me. I'm sure your intentions are well, but this is how bad people cleanse dirty money. It will be like this any brokerage in the US you go to.

how the hell did this political dribble land in my inbox? moved?

Imagine that WSJ ran an article with a photo of floor traders/brokers/market makers with big grins on their faces during a major sell off day. How would that make you feel, as an investor while reading that article?

UrmaBlume is the original architect of this strategy. http://www.traderslaboratory.com/forums/f34/trade-intensity-5277.html I don't know if I would use trade intensity to to detect reversals; it is helpful for looking for "block" trades now that CME breaks large trades in to the many...

Kind of; there still is a data-snooping bias with out-of-sample observations. If you must though, try not to "optimize" any variables, or seek out a favorable sample. It should verify/disprove your original hypothesis.

Have you included transaction costs/friction in the numbers? What time frame is this on? 66 trades seems like a very narrow sample size.

That would be a form of data-snooping. If your original hypothesis (mean-reversion) doesn't produce the results you wanted (the pair continues to divert from the mean), you should document it, and move on. Drilling-down and curve-fitting are BAD, but you already knew this. Right?

enabled RDP on the windows host, then use use an RDP client on your unbutu box. You can specify the width of the window to span across multiple monitors. sudo apt-get install rdesktop

A few days/weeks ago someone posted a link to this website that had you click a button as soon as it turned green and averaged your click response in ms. Does anyone have the URL for that site? Thanks.

The CME isn't going to change anything soon. If they make the ES anymore granular, it will destroy whatever is left of the SP500 pit.

I would love to see these CME FX products take off. I can't stand hearing about people trading in traditional FX (retail). Volume is hidden, wide spreads, middle men, splintered venues. The CME FX futures on the other hand are a dream: a direct access and centralized venue, full transparency on...